-2.8%
GLD vs URI
+30.7%
-33.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.6% |
| 7D | +2.8% | -6.0% | +8.8% | +3.1% |
| 30D | -4.0% | +4.6% | -8.6% | -4.3% |
| 3M | -8.2% | -2.7% | -5.5% | -8.3% |
| 6M | -14.8% | +18.4% | -33.2% | -15.7% |
| YTD | -6.8% | +37.4% | -44.2% | -10.6% |
| All | -2.8% | +30.7% | -33.4% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling